+624.1%
EXPE vs URA
-51.6%
+675.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.2% | -6.2% |
| 7D | -9.3% | -4.1% | -5.2% | -8.1% |
| 30D | +0.1% | -19.0% | +19.2% | +6.5% |
| 3M | -15.3% | -25.1% | +9.8% | -8.3% |
| 6M | +5.5% | -44.5% | +50.0% | +24.4% |
| YTD | -8.0% | -24.3% | +16.3% | -5.3% |
| 1Y | +18.9% | -28.1% | +47.0% | +24.1% |
| 3Y | +135.5% | +40.7% | +94.9% | +81.9% |
| 5Y | +44.3% | +35.5% | +8.8% | +9.1% |
| 10Y | +117.7% | +281.2% | -163.4% | +5.0% |
| All | +624.1% | -51.6% | +675.8% | +449.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling